so your saying I should be able to swap freely between contract sims on my factory unlocked phone? because that was the case in the first few weeks but I cant now.
Was the case for me in my factory unlocked and self unlocked phones (I used to be able quite easily do this with Windows mobile).
Even when a firmware update was applied the lock didn't re-establish itself. Have you go any other non-O2 sims (wifes, friends) you could try?
Only other thing I can think of is that it's had an update that has locked it to O2. If it has give O2 a call and get the unlock code which they should give you for free and just unlock it but this should be a last resort.